Robust optimization of a dynamic Black-box system under severe uncertainty: a distribution-free framework

In the real world, a significant challenge faced in designing critical systems is the lack of available data. This results in a large degree of uncertainty and the need for uncertainty quantification tools so as to make risk-informed decisions. The NASA-Langley UQ Challenge 2019 seeks to provide such setting, requiring different discipline-independent approaches to address typical tasks required for the design of critical systems. This paper addresses the NASA-Langley UQ Challenge by proposing 4 key techniques to provide the solution to the challenge: (1) a distribution-free Bayesian model updating framework for the calibration of the uncertainty model; (2) an adaptive pinching approach to analyse and rank the relative sensitivity of the epistemic parameters; (3) the probability bounds analysis to estimate failure probabilities; and (4) a Non-intrusive Stochastic Simulation approach to identify an optimal design point.